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Indicator models of real GDP growth in the major OECD economies
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Indicator models of real GDP growth in the major OECD economies (2006)Indicator models of real GDP growth in th…Pooling of forecasts (2004)Pooling of forecastsThe Use and Abuse of Real-Time Data in Economic Forecasting (2003)The Use and Abuse of Real-Tim…Policy Evaluation in Uncertain Economic Environments (2003)Policy Evaluation in Uncertai…Macroeconomic forecasting in the Euro area: Country specific versus area-wide information (2003)Macroeconomic forecasting in …Bridge models to forecast the euro area GDP (2003)Bridge models to forecast the…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…Predicting U.S. Recessions: Financial Variables as Leading Indicators (1998)Predicting U.S. Recessions: F…Testing the equality of prediction mean squared errors (1997)Testing the equality of predi…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyInternational term structures and real economic growth (1994)International term structures…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyA Simple Nonparametric Test of Predictive Performance (1992)A Simple Nonparametric Test o…A probability model of the coincident economic indicators (1991)A probability model of the co…New Indexes of Coincident and Leading Economic Indicators (1989)New Indexes of Coincident and…Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting and Conditional P…Tests for Unit Roots: A Monte Carlo Investigation (1989)Forecasting inflation (1999)Inferential Theory for Factor Models of Large Dimensions (2003)A PANIC Attack on Unit Roots and Cointegration (2004)Panel Data Models With Interactive Fixed Effects (2009)Specification Tests in Econometrics (1978)Forecasting tourism demand: A review of empirical research (1995)Predictability of Stock Returns: Robustness and Economic Significance (1995)Introductory Econometrics for Finance (2008)Forecasting Using Principal Components From a Large Number of Predictors (2002)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (2015)Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series (1971)Macroeconomics and Reality (1980)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)The Term Structure as a Predictor of Real Economic Activity (1991)The macroeconomy and the yield curve: a dynamic latent factor approach (2005)What does the yield curve tell us about GDP growth? (2005)Credit Spreads and Business Cycle Fluctuations (2012)25 years of time series forecasting (2006)Tests of Conditional Predictive Ability (2006)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)The Conditional CAPM and the Cross-Section of Expected Returns (1996)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Measuring the Output Responses to Fiscal Policy (2012)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Macro Factors in Bond Risk Premia (2009)A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models (2011)Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics (2016)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)
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References

  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 1997Testing the equality of prediction mean squared errors2,103 cited
  • 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
  • 1983Forecasting and Conditional Projection Using Realistic Prior Distributions1,209 cited
  • 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
  • 1992A Simple Nonparametric Test of Predictive Performance897 cited
  • 1991A probability model of the coincident economic indicators558 cited
  • 2004Pooling of forecasts484 cited
  • 2003Macroeconomic forecasting in the Euro area: Country specific versus area-wide information415 cited
  • 2003Bridge models to forecast the euro area GDP391 cited
  • 1994International term structures and real economic growth358 cited
  • 2003Policy Evaluation in Uncertain Economic Environments242 cited
  • 2003The Use and Abuse of Real-Time Data in Economic Forecasting

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